+315.4%
NEM vs ZM
+53.5%
+261.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -6.4% | +11.0% | -17.5% | -7.0% |
| 30D | +1.4% | +5.6% | -4.2% | +1.1% |
| 3M | -0.7% | -9.1% | +8.4% | -0.3% |
| 6M | -4.5% | -2.6% | -1.9% | -4.5% |
| YTD | +14.0% | +15.7% | -1.6% | +12.5% |
| 1Y | +27.3% | +18.8% | +8.5% | +25.4% |
| 3Y | +250.5% | +62.2% | +188.3% | +237.4% |
| 5Y | +121.1% | -60.9% | +181.9% | +121.0% |
| All | +315.4% | +53.5% | +261.9% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling